Sr. CCAR Modeler

Wilmington, DE

Post Date: 08/31/2017 Job ID: 280945-0_1 Category: Credit Analytics Salary: Up to 120k
Smith Hanley Associates
Sr. CCAR Modeler
Location: Wilmington, DE
Salary: Up to 120k and bonus eligible
Contact: Sean Murphy - smurphy@smithhanley.com

In this role you will assist the Consumer Bank with CCAR/DFAST stress testing and developing models for a number of portfolios including: credit cards, personal loans and other banking products. The position will work on CCAR stress loss model development, validation, and documentation. The position will also Include all testing, back testing and governance to meet regulatory requirements. You will be tasked with preparing and presenting to regulatory agencies and internal stakeholders.

Requirements for Sr. CCAR Modeler include:
- Masters Degree in a quantitative field (Statistics, Mathematics, Economics, Physics etc) PhD strongly preferred
- 2-5 years of experience in statistical, econometric modeling and loss forecasting
- Strong proficiency using Microsoft Office, SAS, SQL, R and any other programming languages
- Experience in CCAR/DFAST and regulatory stress testing required
- Experience in loss forecasting, credit risk, and retail banking preferred
- Exposure to International portfolios is a big plus!

Sean Murphy
Executive Recruiter

Sean's recruiting knowledge, human resources expertise and quantitative insight are now being leveraged to identify qualified candidates for specific credit roles. Sean considers his communications skills, his sense of urgency and initiative as critical strengths for building solid relationships in this tight knit industry.
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